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	param	t-stat
$ω$	0.7771	15.41
$α$	0.0884	4.79
$β$	0.7539	15.62
$γ_{1}$	-0.0026	-4.06

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CDX/CBOE NA High Yield 1-Month Volatility Index (BP Volatility) Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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